-63.0%
CSGP vs MKSI
+176.6%
-239.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.7% |
| 7D | -4.1% | +1.8% | -5.8% | -4.2% |
| 30D | +2.3% | -16.8% | +19.1% | +3.4% |
| 3M | -8.2% | -21.1% | +12.9% | -8.6% |
| 6M | -35.1% | +10.8% | -45.9% | -39.1% |
| YTD | -54.0% | +63.3% | -117.4% | -60.2% |
| 1Y | -65.3% | +157.0% | -222.3% | -73.2% |
| All | -63.0% | +176.6% | -239.7% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling